Portfolio Balance & Beta-Weighting - Portfolio Management
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- Опубліковано 4 тра 2016
- Portfolio balance and beta-weighting are key concepts if you truly want to build an options portfolio that consistently delivers income regardless of the overall market direction. In my opinion, it's the best way to quickly get an idea of how "bullish" or "bearish" in tilt your portfolio is relative to some benchmark index like the SPY or DIA.
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Holy Shit, This is Gold. Thank you Option Alpha!
haha so glad it's helping Nicolas!
Great concept/info vid! Thanks again......
Very informative. Thanks Kirk.
Terrific video!
Hi Kirk ,
Eye opening for me as a novice in option trading. Shall implement you recommendations straight away.Thanks ! Andrzej
Great to hear Andrzej
i like video and informative
Good information Kirk...thx very much for the lesson. Can you tell me how do i do it in Interactive brokers platform since i don't have TOS account. Thanks again..
I don't believe their platform has the ability to do it.
Great video! I learned about this concept the hard way when my portfolio was leaning -70 $SPY bwd on a powerful 3 day rally. Since it's hard for me, as a retail trader, to keep my portfolio totally delta neutral because of time / commissions, what would you suggest be a number that would effectively be $SPY beta weighed delta neutral - +/- 10 or 20 or 30? I have no opinion of the market so would like to stay as neutral as possible. Thanks!
hey Kirk, great concept. My portfolio have been weighted for the past 23 days out off ~45 DTE with SPY, what I have noticed while monitoring is that the payoff distribution curve is slowing decreasing (initial payoff was higher than after 18 days, P&L is positive) even thought SPY hasn't make the significant move. The vertical line indicate where the SPY is trading still close to the center of the distribution graph. Could you please give me a little more insight as how the graph are formed the way they are.
Is this the only position or did you remove other trades during the month? If it's the only position that is odd it's decreasing because it shouldn't. The P&L at expiration line should remain the same.
No trade removed or added during the last 18 days. Yep, it weird that the P&L is decreasing day after day standard deviation appear acting as it should (slowly getting closer)
Option Alpha all trade are net seller, hig IV, neutral, iron butterfly wide.. 19 of them in total
Gotcha odd for sure - try giving them a call.
Option Alpha 👌 thanks, Kirk.. Btw I'm your PRO subscriber... very enjoying it.